What techniques are the best to make a gradually curved surface for the side of a model train? (photo attached)
Personally I would not use a modifier to do this, but block it out low poly at first. 

This was created (very fast) using extrude E, creating loop cuts ctrl+R then beveling these cuts Ctrl+B (using the mouse wheel to control the amount of bevel). 

Windows are created with Ctrl+I to insert faces, then F3 to repeat the same insert amount for all the windows.



the side curve are created with a single loop cut Ctrl+R, and scaled on the width and beveled it out Ctrl+B to get the rounding.